Efficient scalable schemes for monitoring a large number of data streams

@inproceedings{Mei2010EfficientSS,
  title={Efficient scalable schemes for monitoring a large number of data streams},
  author={Yu Mei},
  year={2010}
}
The sequential changepoint detection problem is studied in the context of global online monitoring of a large number of independent data streams. We are interested in detecting an occurring event as soon as possible, but we do not know when the event will occur, nor do we know which subset of data streams will be affected by the event. A family of scalable schemes is proposed based on the sum of the local cumulative sum, CUSUM, statistics from each individual data stream, and is shown to… CONTINUE READING
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